HOOD Options History — October 2023

In October 2023, HOOD traded between $8.91 and $10.04. ATM implied volatility averaged 56.0%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 25.6% (HV 20d: 30.4%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.25.

Notable Days

  • 2023-10-11: Highest Volume — 48,795 contracts
  • 2023-10-06: Largest IV drop — 14.1% change
  • 2023-10-27: Highest IV Rank — 48.6%
  • 2023-10-27: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.39$8.91$10.04$9.71$9.11
Max Pain$9.41$9.00$10.00$10.00$9.00
ATM IV56.0%44.7%63.7%48.3%60.1%
Expected Move16.5%12.5%20.6%12.5%20.1%
HV 20d30.4%21.0%37.3%22.3%36.8%
HV 60d31.6%29.0%35.0%35.0%29.0%
IV Rank35.6%16.8%48.6%22.8%42.6%
IV Percentile43.1%19.0%63.1%27.8%54.0%
Term Structure-1.7%-4.9%9.0%1.1%-2.8%
VWIV56.9%42.1%71.1%42.6%69.8%
Skew 25d3.7%2.6%4.9%2.8%4.8%
Skew 10d6.0%3.3%8.7%6.5%7.2%
Call IV 25d54.3%40.6%61.7%48.8%56.9%
Put IV 25d57.9%43.3%66.1%51.6%61.7%
Bid-Ask Spread %6.072.4140.432.852.44
Gamma HHI0.120.090.440.100.10
Net GEX1.7M733.6K4.9M1.2M1.9M
Net DEX-32.9M-46.5M-19.4M-30.4M-40.1M
Net VEX-543.6K-598.1K-494.9K-568.0K-528.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.050.630.330.24
Total Volume20,423.9099,17248,79512,2619,172
Total OI499,489.545471,142533,591471,142500,860

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$9.71$10.0048.3%12.5%22.3%22.8%42.6%2.8%1.1%1.2M-30.4M-568.0K0.332.85N/AN/A9,2393,022373,08298,060
2023-10-03$9.52$10.0051.1%13.0%21.0%27.5%44.6%3.5%0.1%1.1M-26.3M-561.2K0.6336.11N/AN/A9,4345,918377,58299,581
2023-10-04$9.68$10.0051.1%12.6%22.6%27.6%42.1%4.2%-0.4%1.5M-32.6M-572.3K0.2240.43N/AN/A8,2021,765383,05097,776
2023-10-05$9.75$10.0052.1%14.6%23.0%29.1%50.0%4.0%0.9%1.8M-38.5M-598.1K0.253.22N/AN/A10,1062,524386,04998,102
2023-10-06$9.96$10.0044.7%14.3%24.6%16.8%48.3%2.6%9.0%4.9M-43.1M-587.3K0.252.48N/AN/A17,3454,314388,11999,140
2023-10-09$9.89$10.0049.9%14.7%24.2%25.5%51.1%3.2%-0.9%1.7M-41.6M-590.0K0.102.54N/AN/A19,4071,880384,28696,896
2023-10-10$10.04$10.0051.1%14.3%25.2%27.5%49.8%3.0%-2.6%2.1M-46.5M-585.1K0.073.09N/AN/A32,9282,327393,36597,432
2023-10-11$9.71$10.0053.3%14.7%27.1%31.3%51.2%3.2%-2.0%2.6M-41.0M-592.7K0.052.89N/AN/A46,5462,249408,59198,032
2023-10-12$9.32$10.0054.0%15.2%29.9%32.4%52.3%2.8%-1.8%1.2M-24.7M-562.3K0.202.82N/AN/A39,3167,915417,03598,723
2023-10-13$9.16$9.0055.8%15.6%29.8%35.3%54.8%3.7%-2.4%1.2M-22.2M-526.5K0.322.47N/AN/A12,1833,848429,40099,983
2023-10-16$9.30$9.0054.3%15.5%30.7%32.8%53.3%3.7%-4.3%1.3M-26.8M-522.1K0.132.41N/AN/A12,5661,672414,71998,290
2023-10-17$9.59$9.0053.5%15.3%33.3%31.5%52.7%3.3%-2.4%2.2M-40.6M-557.8K0.152.81N/AN/A11,7751,748418,56698,300
2023-10-18$9.16$9.0059.9%17.2%36.1%42.2%59.9%3.2%-3.4%1.0M-23.3M-508.5K0.222.96N/AN/A12,8902,810420,39099,048
2023-10-19$9.00$9.0060.5%17.6%33.4%43.3%61.2%4.9%-4.5%733.6K-19.4M-495.5K0.112.55N/AN/A12,6411,404427,84098,887
2023-10-20$9.11$9.0061.1%18.0%33.8%44.2%62.1%3.2%-4.9%1.2M-29.1M-516.8K0.512.78N/AN/A11,2665,761434,74498,847
2023-10-23$9.16$9.0060.7%18.7%33.9%43.5%63.3%3.1%-2.5%1.5M-33.8M-514.6K0.292.77N/AN/A15,4234,437385,83091,236
2023-10-24$9.34$9.0058.9%18.2%34.5%40.6%63.6%4.5%-2.2%1.7M-39.1M-536.2K0.152.41N/AN/A37,2775,455388,45694,722
2023-10-25$9.04$9.0062.2%19.6%36.1%46.0%68.0%4.0%-3.5%1.3M-27.2M-499.2K0.383.46N/AN/A15,3875,817396,42596,655
2023-10-26$9.11$9.0062.8%19.9%36.0%47.1%69.4%3.6%-2.3%1.5M-35.7M-530.7K0.413.83N/AN/A8,8843,622404,65496,733
2023-10-27$8.91$9.0063.7%20.6%36.3%48.6%71.1%4.4%-2.7%1.3M-25.8M-494.9K0.303.51N/AN/A14,2354,206405,23197,277
2023-10-30$9.09$9.0061.8%20.5%37.3%45.4%70.9%4.7%-2.4%1.8M-36.4M-511.0K0.212.62N/AN/A8,6131,797403,53693,240
2023-10-31$9.11$9.0060.1%20.1%36.8%42.6%69.8%4.8%-2.8%1.9M-40.1M-528.4K0.242.44N/AN/A7,4091,763406,67594,185